I've had a mk5 gti, a vRS and another vRS - all with various chassis mods.
I've run: eibach, koni, weitec, bilstein and h&r.
The setup I have on my current car is by far the best for my needs. I don't do track days but i drive the car pretty hard but it also has to be comfy enough for family duties.
My setup: s3 wishbones, superpro camber adjustable ball joints (allows some neg camber on the front) autotech hollow rear bar, light wheels, light brakes, h&r monotubes, goodyear assymetric2s.
The car rides as good if not better than stock and handles very nicely - a masive improvement over stock imo.